Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
4,619.00 |
4,660.00 |
41.00 |
0.9% |
4,616.00 |
High |
4,667.50 |
4,670.50 |
3.00 |
0.1% |
4,685.50 |
Low |
4,609.75 |
4,647.25 |
37.50 |
0.8% |
4,605.00 |
Close |
4,658.00 |
4,666.00 |
8.00 |
0.2% |
4,658.00 |
Range |
57.75 |
23.25 |
-34.50 |
-59.7% |
80.50 |
ATR |
43.02 |
41.61 |
-1.41 |
-3.3% |
0.00 |
Volume |
2,050 |
1,461 |
-589 |
-28.7% |
16,390 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,731.00 |
4,721.75 |
4,678.75 |
|
R3 |
4,707.75 |
4,698.50 |
4,672.50 |
|
R2 |
4,684.50 |
4,684.50 |
4,670.25 |
|
R1 |
4,675.25 |
4,675.25 |
4,668.25 |
4,680.00 |
PP |
4,661.25 |
4,661.25 |
4,661.25 |
4,663.50 |
S1 |
4,652.00 |
4,652.00 |
4,663.75 |
4,656.50 |
S2 |
4,638.00 |
4,638.00 |
4,661.75 |
|
S3 |
4,614.75 |
4,628.75 |
4,659.50 |
|
S4 |
4,591.50 |
4,605.50 |
4,653.25 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,891.00 |
4,855.00 |
4,702.25 |
|
R3 |
4,810.50 |
4,774.50 |
4,680.25 |
|
R2 |
4,730.00 |
4,730.00 |
4,672.75 |
|
R1 |
4,694.00 |
4,694.00 |
4,665.50 |
4,712.00 |
PP |
4,649.50 |
4,649.50 |
4,649.50 |
4,658.50 |
S1 |
4,613.50 |
4,613.50 |
4,650.50 |
4,631.50 |
S2 |
4,569.00 |
4,569.00 |
4,643.25 |
|
S3 |
4,488.50 |
4,533.00 |
4,635.75 |
|
S4 |
4,408.00 |
4,452.50 |
4,613.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,685.50 |
4,605.00 |
80.50 |
1.7% |
45.50 |
1.0% |
76% |
False |
False |
2,585 |
10 |
4,685.50 |
4,594.50 |
91.00 |
2.0% |
39.75 |
0.9% |
79% |
False |
False |
2,466 |
20 |
4,685.50 |
4,459.25 |
226.25 |
4.8% |
39.25 |
0.8% |
91% |
False |
False |
2,080 |
40 |
4,685.50 |
4,318.00 |
367.50 |
7.9% |
41.25 |
0.9% |
95% |
False |
False |
1,809 |
60 |
4,685.50 |
4,131.00 |
554.50 |
11.9% |
43.00 |
0.9% |
96% |
False |
False |
1,380 |
80 |
4,685.50 |
4,131.00 |
554.50 |
11.9% |
43.00 |
0.9% |
96% |
False |
False |
1,068 |
100 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
45.75 |
1.0% |
97% |
False |
False |
880 |
120 |
4,685.50 |
3,916.00 |
769.50 |
16.5% |
44.25 |
0.9% |
97% |
False |
False |
748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,769.25 |
2.618 |
4,731.25 |
1.618 |
4,708.00 |
1.000 |
4,693.75 |
0.618 |
4,684.75 |
HIGH |
4,670.50 |
0.618 |
4,661.50 |
0.500 |
4,659.00 |
0.382 |
4,656.25 |
LOW |
4,647.25 |
0.618 |
4,633.00 |
1.000 |
4,624.00 |
1.618 |
4,609.75 |
2.618 |
4,586.50 |
4.250 |
4,548.50 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
4,663.50 |
4,659.00 |
PP |
4,661.25 |
4,652.25 |
S1 |
4,659.00 |
4,645.25 |
|